Anic Equity¶

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Total return since start: 0.554 %¶

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Equity now: -----------------------------> 47480.9 Kr¶

Max Equity ever reached: ------------> 48629.89 Kr¶

Portfolio value: --------------------------> 46085.93 Kr¶

PnL: ---------------------------------------> -802.64 Kr¶

DD now: ---------------------------------> -2.363 %¶

Max portfolio DD since start: ----> -13.025 %¶

Updated:¶

'2023-01-25 11:59:10.418474'

Anic Portfolio¶

This Week¶

Return: -0.894 %¶

Total¶

Return: 55.452 %¶

Benchmark comparison TODAY¶

Benchmark comparison¶

OMXS30
DJUS
NDX
DAX
W1IDU

Excess return¶

OMXS30
DJUS
NDX
DAX
W1IDU

Anic Portfolio Holdings¶

  volume changePercent value profit profitPercent acquiredValue
name            
HEBA B 70 -0.500000 2775.500000 139.500000 5.290000 2636.000010
Beijer Electronics Group 26 0.000000 3094.000000 123.000000 4.140000 2971.000006
FM Mattsson Mora Group B 50 -2.900000 3010.000000 83.000000 2.840000 2927.000000
SAAB B 8 0.920000 3438.400000 61.400000 1.820000 3377.000000
Corem Property Group B 59 -1.330000 614.190000 37.190000 6.450000 576.999999
AcadeMedia 12 -2.330000 593.040000 36.040000 6.470000 557.000004
Samhällsbyggnadsbo. i Norden B 20 -0.640000 388.400000 33.400000 9.410000 355.000000
MedCap 2 -0.660000 453.000000 32.000000 7.600000 421.000000
Resurs Holding 22 -1.190000 602.140000 28.140000 4.900000 573.999998
Norva24 Group 16 -0.280000 564.800000 21.800000 4.010000 543.000000
Boozt 12 -1.490000 1671.600000 17.600000 1.060000 1653.999996
HMS Networks 2 -3.210000 688.000000 15.000000 2.230000 673.000000
Swedbank A 3 -0.650000 577.350000 13.350000 2.370000 564.000000
Securitas B 6 -0.940000 583.080000 13.080000 2.290000 570.000000
Eastnine 4 -0.470000 504.000000 13.000000 2.650000 491.000000
Fastighetsbolag. Emilshus Pref 21 -0.180000 574.350000 12.350000 2.200000 562.000005
OEM International B 7 -0.910000 534.100000 6.100000 1.160000 527.999997
Coor Service Management Hold. 8 -0.740000 538.000000 6.000000 1.130000 532.000000
Karnov Group 9 -0.830000 538.200000 2.200000 0.410000 536.000004
Samhällsbyggnadsbo. i Norden D 12 -0.860000 248.160000 2.160000 0.880000 246.000000
Creaspac SPAC 6 0.000000 575.400000 -1.600000 -0.280000 577.000002
Intrum 4 -3.920000 524.000000 -3.000000 -0.570000 527.000000
Nordea Bank Abp 29 -0.120000 3450.420000 -3.580000 -0.100000 3453.999992
Handelsbanken A 5 -1.410000 540.000000 -6.000000 -1.100000 546.000000
Essity B 2 -0.430000 558.200000 -15.800000 -2.750000 574.000000
Midsona B 63 -1.870000 563.220000 -19.780000 -3.390000 582.999984
CTEK 13 -2.010000 507.000000 -27.000000 -5.060000 533.999999
Essity A 4 -1.240000 1116.000000 -33.000000 -2.870000 1149.000000
International Petroleum Corp. 5 -1.430000 550.000000 -44.570000 -7.500000 594.565215
Vivesto 1368 0.500000 549.940000 -63.060000 -10.290000 612.999432
Sampo Oyj SDB 7 -1.380000 3755.500000 -94.500000 -2.450000 3850.000000
Axfood 13 0.180000 3589.300000 -166.700000 -4.440000 3756.000001
Fasadgruppen Group 35 1.760000 3640.000000 -171.000000 -4.490000 3810.999990
OX2 18 -2.360000 1413.900000 -250.100000 -15.030000 1663.999992
Ovzon 52 -3.450000 2766.400000 -595.600000 -17.720000 3361.999992
TOTAL 46089.590000 -798.980000 -2.3552% 46888.564618

Updated:¶

'2023-01-25 11:58:30.295957'
None

Last optimization/rebalancing:¶

'2023-01-02'

Next optimization/rebalancing:¶

'2023-02-10'

In or Out of market? In if Signal > -10, else out of market!¶

AVAN-Live vs backtest and OMXSE30 2023¶

Walk forward test results - depending on starting day¶

Equity is shown as log of returns. Returns range by a factor of 10. Best is about 10000%, 100 times money, and worst 1000%, 10 times money in 20 years. Maximal duration for drawdown periods vary between 280-750 days. Worst drawdown across the tests is about 40 %. ¶

Walk forward test results - Distribution of maximal drawdowns¶

Used to understand the strategys historical drawdown properties and to set the rule for when to stop trading the system. The stop limit is set to mean of max drawdown minus 2 standard deviations.¶